-31.8%
LVS vs ECL
+23.8%
-55.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.1% | +5.4% |
| 7D | +13.4% | +7.7% | +5.7% | +11.1% |
| 30D | +12.2% | +13.7% | -1.5% | +8.5% |
| 3M | -10.7% | +11.6% | -22.3% | -13.3% |
| 6M | -19.8% | +23.9% | -43.7% | -24.0% |
| YTD | -35.8% | +21.0% | -56.8% | -38.9% |
| 1Y | -31.8% | +23.1% | -54.9% | -35.6% |
| All | -31.8% | +23.8% | -55.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling